Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48358.49 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44296.89 Kr¶

PnL: ---------------------------------------> -759.11 Kr¶

DD now: ---------------------------------> -8.964 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 11:29:00.143779'

Anic Portfolio¶

Today¶

Return: 0.093 %¶

This Week¶

Return: -1.916 %¶

Total portfolio value¶

Return including deposits: 58.313 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.330000 1623.060000 154.060000 10.490000 1468.999998
Hexatronic Group 12 6.310000 1060.080000 93.080000 9.630000 966.999996
Hoist Finance 35 0.000000 1013.250000 33.250000 3.390000 980.000000
OX2 13 -0.330000 968.500000 18.500000 1.950000 949.999999
VEF 909 1.990000 1867.090000 17.090000 0.920000 1850.000436
Clas Ohlson B 12 6.250000 990.000000 17.000000 1.750000 972.999996
INVISIO 16 1.310000 3704.000000 15.000000 0.410000 3689.000000
BioGaia B 8 3.420000 942.400000 12.400000 1.330000 930.000000
Gränges 9 2.360000 937.800000 9.800000 1.060000 927.999999
HEXPOL B 9 1.610000 1025.100000 4.100000 0.400000 1020.999996
Sagax B 4 0.230000 857.600000 3.600000 0.420000 854.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
JM 6 -1.310000 861.000000 -3.000000 -0.350000 864.000000
Bilia A 8 1.460000 891.200000 -8.800000 -0.980000 900.000000
AcadeMedia 8 -2.080000 391.680000 -10.320000 -2.570000 402.000000
Catena 2 -2.160000 780.000000 -12.000000 -1.520000 792.000000
Byggmax Group 33 2.440000 943.140000 -12.860000 -1.350000 956.000001
Atrium Ljungberg B 5 -4.660000 920.000000 -15.000000 -1.600000 935.000000
Addnode Group B 11 1.940000 895.950000 -25.050000 -2.720000 921.000003
Biotage 7 -1.660000 914.200000 -26.800000 -2.850000 940.999997
SKF B 5 1.250000 911.500000 -28.500000 -3.030000 940.000000
Creaspac SPAC 39 0.110000 3689.400000 -28.600000 -0.770000 3717.999987
ASSA ABLOY B 3 -0.400000 750.000000 -29.000000 -3.720000 779.000001
EQT 4 0.810000 799.600000 -32.400000 -3.890000 832.000000
Alimak Group 11 0.870000 891.000000 -37.000000 -3.990000 927.999996
Nordic Waterproofing Holding 7 -0.600000 928.200000 -38.800000 -4.010000 966.999999
Latour B 4 0.990000 814.000000 -43.000000 -5.020000 857.000000
Vitec Software Group B 2 1.570000 1033.000000 -54.000000 -4.970000 1087.000000
Platzer Fastigheter Holding B 12 -0.790000 901.200000 -59.800000 -6.220000 960.999996
Bufab 3 1.220000 1047.600000 -61.400000 -5.540000 1109.000001
Indutrade 5 -0.090000 1152.000000 -66.000000 -5.420000 1218.000000
Orrön Energy 180 1.150000 1974.600000 -68.400000 -3.350000 2043.000000
Sedana Medical 93 0.850000 2416.140000 -104.860000 -4.160000 2521.000011
BHG Group 97 -0.150000 1290.100000 -168.900000 -11.580000 1458.999989
Hexagon B 26 0.200000 3256.500000 -204.500000 -5.910000 3461.000010
TOTAL 44296.890000 -759.110000 -8.96429% 45056.000411

Updated:¶

'2023-07-07 11:29:19.055262'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶